-18.6%
MKTX vs ADVB
-88.3%
+69.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +0.4% | -3.8% | +4.2% | +0.4% |
| 30D | +1.1% | +17.6% | -16.5% | +1.0% |
| 3M | +36.1% | +119.1% | -83.0% | +33.7% |
| 6M | -12.9% | +103.4% | -116.2% | -14.5% |
| YTD | -8.5% | +59.8% | -68.4% | -10.2% |
| 1Y | -7.5% | +8.5% | -16.1% | -9.0% |
| All | -18.6% | -88.3% | +69.7% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ADVB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling